I have been able to get myself as far as displaying values of Fast Stochastic and CCI using 30 minute consolidated QuoteBars yet the values returned are incorrect.
I am now genuienly stuck as I keep reading through the pages of tutorials but I must be missing the relavant information. Any advise would be greatly appreciated, Thank you in advance.
Language: Python
- View:
- 30 minute QuoteBars for WTICOUSD - West Texas
- Time:
- Random Times from the list of dates/times selected for investigation:
- 19th of June 2020 20:30:00PM
- 19th of June 2020 21:00:00PM
- Indicators:
- Fast Stochastic with Initial Period of 21(%%K Line)
- Fast Stochastic with Trigger Period of 39 (%%D Line)
- Expected return value of the Fast Stochastic Trigger Period %%D Line should be 70.748 & 70.128
- Current return value however is:
2020-06-19 21:00:00 >> 62.337662337662344
&&
- CCI with a 200 Period
- Expected return value should be 117.151 & 106.312
- Current return value:
2020-06-19 21:00:00 >> -7.496709964417092